How To Fix T8128 - Swaptions on non-standard swaps cannot be calculated at present


SAP Error Message - Details

  • Message type: E = Error

  • Message class: T8 - Analysis system evaluations

  • Message number: 128

  • Message text: Swaptions on non-standard swaps cannot be calculated at present

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  • What causes this issue?

    As an underlying for the swaption, you have specified a currency
    interest rate swap or a swap with either changing reference interest
    rates or changing nominal amounts on the variable side.

    System Response

    The swaption is not valued.

    Error message extract from SAP system. Copyright SAP SE.


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